Background <p>Emerging biopsychosocial perspectives emphasize the complex interplay between psychological burden and migraine, particularly during young adulthood—a period marked by neurodevelopmental vulnerability and shifting social roles. However, gender-specific associations and the modifying role of marital status in this context remain poorly understood.</p> Methods <p>This population-based study analyzed 3,180 U.S. young adults aged 20–39 years using the 1999–2004 National Health and Nutrition Examination Survey. Migraine was identified via self-reported symptoms and medication use; psychological disorders were assessed using standardized CIDI modules consistent with DSM-IV. Gender-stratified multivariable logistic regression models were used to examine the associations between migraine and three psychological disorders: depressive disorder, generalized anxiety disorder, and panic disorder. Interaction terms were incorporated to assess effect modification by marital status.</p> Results <p>Among young adult male participants, both depressive disorder (OR = 2.59, 95% CI: 1.01–6.67) and panic disorder (OR = 2.28, 95% CI: 1.03–5.07) were significantly associated with migraine. Marital status modified the panic-migraine association, with the strongest risk observed in those widowed/divorced/separated. In contrast, among young adult female participants, only generalized anxiety disorder demonstrated a robust association with migraine (OR = 2.87, 95% CI: 1.59–5.16), and a similar marital gradient was observed.</p> Conclusions <p>This study highlights distinct gender-based psychological correlates of migraine and reveals the social context of marital status as a potential modifier. These findings underscore the need for sex-sensitive and psychosocially informed strategies in migraine assessment and intervention, aligning with biopsychosocial models of pain and the goals of integrated headache care.</p>